Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-09 0.335128 0.367415 0.402590 0.443959 0.491541 0.544868 0.609596
2025-03-16 0.302732 0.345421 0.394674 0.456343 0.532412 0.624422 0.746106
2025-03-23 0.276789 0.325527 0.384295 0.461630 0.562671 0.693113 0.879371
2025-03-30 0.255088 0.307446 0.372906 0.462724 0.586060 0.754838 1.013670
2025-04-06 0.235983 0.290230 0.360128 0.459514 0.602050 0.807593 1.144532
2025-04-13 0.214792 0.268190 0.338576 0.441429 0.594038 0.823555 1.221173
2025-04-20 0.203582 0.258299 0.332198 0.443433 0.614802 0.885093 1.384595
2025-04-27 0.193353 0.248803 0.325320 0.443610 0.632240 0.943354 1.555533
2025-05-04 0.184112 0.239910 0.318411 0.442753 0.647469 0.999724 1.736807
2025-05-11 0.176891 0.233305 0.314172 0.445349 0.668305 1.068871 1.963134
2025-05-18 0.166141 0.220904 0.300396 0.431445 0.659118 1.080733 2.067067
2025-05-25 0.155679 0.208346 0.285576 0.414585 0.642798 1.076243 2.131638
2025-06-01 0.150438 0.203435 0.282427 0.417227 0.662843 1.149450 2.418456
2025-06-08 0.147966 0.202480 0.285267 0.430089 0.703353 1.273095 2.893094
2025-06-15 0.144136 0.199200 0.284146 0.435911 0.731056 1.374886 3.357980
2025-06-22 0.139738 0.194780 0.280858 0.437514 0.750475 1.461857 3.825581
2025-06-29 0.134859 0.189343 0.275538 0.434911 0.760817 1.529102 4.266101
2025-07-06 0.127721 0.180001 0.263216 0.418372 0.739633 1.512068 4.372812
2025-07-13 0.124453 0.176696 0.260848 0.420363 0.758938 1.606103 5.007909
2025-07-20 0.121093 0.173077 0.257721 0.420610 0.774372 1.693488 5.690087
2025-07-27 0.117780 0.169380 0.254241 0.419865 0.787432 1.777570 6.440158
2025-08-03 0.115187 0.166746 0.252456 0.422306 0.808300 1.890961 7.487028
2025-08-10 0.110326 0.160161 0.243389 0.409413 0.790636 1.879227 7.751638